Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51586.94 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48387.88 Kr¶

PnL: ---------------------------------------> -699.69 Kr¶

DD now: ---------------------------------> -0.688 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:58:46.251882'

Anic Portfolio¶

Today¶

Return: -0.601 %¶

This Week¶

Return: 8.542 %¶

Total¶

Return: 68.882 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.280000 772.000000 99.000000 14.710000 673.000000
Nordea Bank Abp 29 -0.030000 3533.940000 79.940000 2.310000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
HEBA B 70 -1.540000 2681.000000 45.000000 1.710000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.210000 3420.000000 43.000000 1.270000 3377.000000
Swedbank A 3 2.030000 603.000000 39.000000 6.910000 564.000000
AcadeMedia 12 -0.280000 592.800000 35.800000 6.430000 557.000004
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.230000 382.200000 27.200000 7.660000 355.000000
Intrum 4 0.220000 540.600000 13.600000 2.580000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -1.350000 571.320000 1.320000 0.230000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Corem Property Group B 59 -1.780000 571.120000 -5.880000 -1.020000 576.999999
Midsona B 63 -3.170000 576.450000 -6.550000 -1.120000 582.999984
Boozt 12 -0.070000 1644.000000 -10.000000 -0.600000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.690000 546.200000 -27.800000 -4.840000 574.000000
International Petroleum Corp. 5 -2.020000 559.000000 -35.570000 -5.980000 594.565215
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.620000 1771.000000 -218.000000 -10.960000 1989.000002
Axfood 15 0.260000 4056.000000 -244.000000 -5.670000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48403.130000 -684.440000 -0.65876% 49087.564636

Updated:¶

'2023-01-31 15:57:36.695430'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶